A non-parametric method for a posteriori detection of the > time for a sequence of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184
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We consider the problem of estimating the time when the distribution of terms in a sequence of independent random variables changes. A non-parametric estimation method is proposed and, under certain conditions, its consistency is proved.
@article{TVP_1976_21_1_a18,
author = {B. S. Darhovskiǐ},
title = {A non-parametric method for a~posteriori detection of the <<disorder>> time for a~sequence of independent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {180--184},
year = {1976},
volume = {21},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/}
}
TY - JOUR AU - B. S. Darhovskiǐ TI - A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1976 SP - 180 EP - 184 VL - 21 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/ LA - ru ID - TVP_1976_21_1_a18 ER -
%0 Journal Article %A B. S. Darhovskiǐ %T A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables %J Teoriâ veroâtnostej i ee primeneniâ %D 1976 %P 180-184 %V 21 %N 1 %U http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/ %G ru %F TVP_1976_21_1_a18
B. S. Darhovskiǐ. A non-parametric method for a posteriori detection of the <> time for a sequence of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 180-184. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a18/